Author:
Yu Shang-Wu,Theobald Michael,Cadle John
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Economics, Econometrics and Finance
Reference38 articles.
1. Amin, K.I. (1991), ?On the Computation of Continuous Time Option Prices Using Discrete Approximations,?Journal of Financial and Quantitative Analysis,27(4), 477?495.
2. Amin, K.I. and Morton, A.J. (1994), ?Implied Volatility Functions in Arbitrage-free Term Structure Models,?Journal of Financial Economics,35(2), 141?180.
3. Arak, M., Goodman, S.L. and Ross, S. (1986), ?The Cheapest to Deliver Bond on the Treasury Bond Futures Contract,?Advances in Futures and Options research,1 (Part B) 49?74.
4. Barnhill, T.M. (1990), ?Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices,?Journal of Financial and Quantitative Analysis,25(1), 65?86.
5. Barnhill, T.M. and Seale, W.E. (1988), ?Optimal Exercise of the Switching Option in Treasury Bond Arbitrages,?Journal of Futures Markets,8(5), 517?532.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献